Estimated confidence under ancillary statistic everywhere-valid constraint |
| |
| Institution: | 1. Pacific Biological Station, Fisheries and Oceans Canada, Nanaimo, British Columbia V9T 6N7, Canada;2. Centre for Aquaculture and Environmental Research, Fisheries and Oceans Canada, West Vancouver, British Columbia V7V 1N6, Canada;3. Department of Chemistry, University of Alberta, Edmonton, Alberta T6G 2G2, Canada;4. Aquatic Diagnostic Services, Atlantic Veterinary College, Charlottetown, Prince Edward Island C1A 4P3, Canada;1. Department of Land Management, School of Public Affairs, Zhejiang University, Hangzhou 310058, China;2. Engineering Research Center of Ministry of Education for Mine Ecological Restoration, China University of Mining and Technology, Xuzhou 221116, China;3. School of Public Policy & Management of Emergency Management, China University of Mining and Technology, Xuzhou 221116, China |
| |
| Abstract: | Consider the problem of estimating the coverage function of an usual confidence interval for a randomly chosen linear combination of the elements of the mean vector of a p-dimensional normal distribution. The usual constant coverage probability estimator is shown to be admissible under the ancillary statistic everywhere-valid constraint. Note that this estimator is not admissible under the usual sense if p⩾5. Since the criterion of admissibility under the ancillary statistic everywhere-valid constraint is a reasonable one, that the constant coverage probability estimator has been commonly accepted is justified. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
